+306.4%
APP vs CRM
-5.3%
+311.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +0.3% | -8.1% | +8.4% | +6.8% |
| 30D | -1.3% | +23.1% | -24.4% | -18.8% |
| 3M | -36.2% | +42.5% | -78.7% | -54.0% |
| 6M | -34.1% | +25.3% | -59.4% | -48.3% |
| YTD | -53.3% | -7.8% | -45.5% | -52.6% |
| 1Y | -44.5% | +1.0% | -45.6% | -49.6% |
| 3Y | +646.7% | +10.0% | +636.7% | +479.8% |
| 5Y | +306.4% | -3.9% | +310.3% | +261.4% |
| All | +306.4% | -5.3% | +311.7% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling